Analisis perbedaan abnormal return dan volume perdagangan saham sebelum dan sesudah pengumuman laporan keuangan perusahaan LQ-45 pada Bursa Efek Indonesia periode 2011-2014 / William Wijaya
| Main Author: | Wijaya, William |
|---|---|
| Format: | Thesis NonPeerReviewed |
| Terbitan: |
, 2016
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| Subjects: | |
| Online Access: |
http://repository.untar.ac.id/2175/ |
Daftar Isi:
- FINANCIAL MANAGEMENT Abstrak : This research aims to determine a significant difference before and after earning announcement. This research observed by abnormal return and trading volume activity three days prior to three day post earning announcement date. Samples were taken by using purposive sampling method, which consist of 22 LQ-45 company that announce their 2011-2014 annual report in time. The statistical analysis tool used in this research is SPSS 21.0 for windows and the statistical method used to test the first hypothesis is paired sample t-test and second hypothesis is wilcoxon ranked sign test. The result showed that there are no significant differences before and after announcement date for first hypothesis, whereas thete are significant differences before and after announcement date for second hypothesis.